INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BNP 800% Participation Capital Protected Note ZAR Sep 2024
ISIN: ZAE000339743
STRIKE DATE: 20/09/2024
INDICATIVE PRICE: 124.81%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 124.81% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Multi Asset Diversified 5 Index283.1345302.1222

STRIKE DATE 20/09/2024
RETURN & BARRIERS
Investment Structure: Participation Maximum Term: 5 years Participation Rate: ZAR = 800% Uncapped Participation (No Maximum Return) Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN ZAE000339743
NEXT POTENTIAL MATURITY DATE 20/09/2029

EXPAND CLOSE
UniCredit Diversified Markets Memory Income Autocall Nov 2024 USD
ISIN: DE000UG0FD00
STRIKE DATE: 22/11/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB33,494.830052818.85
FTSE 1008,262.080010679.03
Nikkei 22538,283.850069744.07
Nasdaq 10020,776.230029329.21

STRIKE DATE 22/11/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 1.875% Quarterly (7.50% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.50% p.a.
ISIN DE000UG0FD00
NEXT POTENTIAL MATURITY DATE 24/11/2025

    EXPAND CLOSE
    BBVA Diversified Markets Memory Income Autocall Nov 2024 USD
    ISIN: XS2892505491
    STRIKE DATE: 22/11/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,789.08006412.68
    SMI11,716.500014424.24
    Nikkei 22538,283.850069744.07
    Russell 20002,406.67002996.11

    STRIKE DATE 22/11/2024
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 1.875% Quarterly (7.50% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.50% p.a.
    ISIN XS2892505491
    NEXT POTENTIAL MATURITY DATE 25/11/2025

      EXPAND CLOSE
      Natixis 4 Year Annual Fixed Income Nov 2024 USD
      ISIN: XS2736691242
      STRIKE DATE: 22/11/2024
      INDICATIVE PRICE: 100.57%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY Natixis
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 100.57% (as at 06/07/2026 10:07 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,789.08006412.68
      Russell 20002,406.67002996.11
      FTSE 1008,262.080010679.03
      Nikkei 22538,283.850069744.07

      STRIKE DATE 22/11/2024
      RETURN & BARRIERS
      7.01% Annual Fixed Income 60% European Barrier
      P.A. RETURN
      ISIN XS2736691242
      NEXT POTENTIAL MATURITY DATE 22/11/2028

      EXPAND CLOSE
      BBVA Low Hurdle Autocall Nov 2024 GBP
      ISIN: XS2892499232
      STRIKE DATE: 22/11/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,789.08006412.68
      FTSE 1008,262.080010679.03
      Nikkei 22538,283.850069744.07

      STRIKE DATE 22/11/2024
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level, reduced to 85% on the Final Observation Coupon Rate: GBP: 4.35% Semi-Annually (8.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 8.70% p.a.
      ISIN XS2892499232
      NEXT POTENTIAL MATURITY DATE 25/11/2025

        EXPAND CLOSE
        Morgan Stanley 100% Capital Protected Autocall GBP Dec 2024
        ISIN: XS2917923752
        STRIKE DATE: 20/12/2024
        INDICATIVE PRICE: 110.21%
        STATUS: Live
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Morgan Stanley
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE 110.21% (as at 06/07/2026 10:07 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Nikkei 22538,701.900069744.07
        FTSE MIB33,766.290052818.85
        S&P/ASX 2008,066.96208844.412

        STRIKE DATE 20/12/2024
        RETURN & BARRIERS
        Maximum Term: 6 years Investment Structure: Capital Protected Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 4.20% Semi-Annually (8.40% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
        P.A. RETURN
        ISIN XS2917923752
        NEXT POTENTIAL MATURITY DATE 20/12/2027

        EXPAND CLOSE
        Morgan Stanley 100% Capital Protected Autocall USD Dec 2024
        ISIN: XS2917923679
        STRIKE DATE: 20/12/2024
        INDICATIVE PRICE: 110.21%
        STATUS: Live
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Morgan Stanley
        TYPE Note
        CURRENCY USD
        CURRENT PRICE 110.21% (as at 06/07/2026 10:07 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Nikkei 22538,701.900069744.07
        FTSE MIB33,766.290052818.85
        S&P/ASX 2008,066.96208844.412

        STRIKE DATE 20/12/2024
        RETURN & BARRIERS
        Maximum Term: 6 years Investment Structure: Capital Protected Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 4.25% Semi- Annually (8.50% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
        P.A. RETURN
        ISIN XS2917923679
        NEXT POTENTIAL MATURITY DATE 20/12/2027

        EXPAND CLOSE
        BNP Paribas Triple Index Reducing Autocall Nov 2024 ZAR
        ISIN: XS2880947135
        STRIKE DATE: 18/11/2024
        INDICATIVE PRICE: 121.79%
        STATUS: Live
        FACTSHEET: CONTACT

        COUNTERPARTY BNP Paribas
        TYPE Note
        CURRENCY ZAR
        CURRENT PRICE 121.79% (as at 06/07/2026 10:07 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        DAX19,189.190025779.31
        SMI11,639.600014424.24
        Nikkei 22538,220.850069744.07

        STRIKE DATE 18/11/2024
        RETURN & BARRIERS
        Maximum Term: 5 years Investment Structure: Reducing Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level (reducing by 5% p.a.) Coupon Rate: USD: 15.60% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN
        ISIN XS2880947135
        NEXT POTENTIAL MATURITY DATE 18/11/2027

        EXPAND CLOSE
        UBS World Indices 85-60 Memory Income Autocall Nov 2024 USD
        ISIN: XS2937232499
        STRIKE DATE: 18/11/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: CONTACT

        COUNTERPARTY UBS
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        FTSE 1008,109.320010679.03
        FTSE MIB33,758.430052818.85
        Nikkei 22538,220.850069744.07
        Russell 20002,306.34002996.11

        STRIKE DATE 18/11/2024
        RETURN & BARRIERS
        Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 4.80% Semi-Annual (9.60% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 9.60% p.a.
        ISIN XS2937232499
        NEXT POTENTIAL MATURITY DATE 18/11/2025

          EXPAND CLOSE
          BNP Paribas World Indices 85-60 Memory Income Autocall Nov 2024 USD
          ISIN: XS2888310096
          STRIKE DATE: 18/11/2024
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: CONTACT

          COUNTERPARTY BNP Paribas
          TYPE Note
          CURRENCY USD
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          FTSE 1008,109.320010679.03
          FTSE MIB33,758.430052818.85
          Nikkei 22538,220.850069744.07
          S&P 5005,893.62007483.24

          STRIKE DATE 18/11/2024
          RETURN & BARRIERS
          Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 4.725% Semi-Annual (9.45% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
          P.A. RETURN 9.45% p.a.
          ISIN XS2888310096
          NEXT POTENTIAL MATURITY DATE 18/11/2025

            EXPAND CLOSE
            Citi World Indices 85-60 Memory Income Autocall Nov 2024 USD
            ISIN: XS2916899144
            STRIKE DATE: 18/11/2024
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: CONTACT

            COUNTERPARTY Citi
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            FTSE 1008,109.320010679.03
            FTSE MIB33,758.430052818.85
            Nikkei 22538,220.850069744.07
            S&P 5005,893.62007483.24

            STRIKE DATE 18/11/2024
            RETURN & BARRIERS
            Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 4.935% Semi-Annual (9.87% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
            P.A. RETURN 9.87% p.a.
            ISIN XS2916899144
            NEXT POTENTIAL MATURITY DATE 18/11/2025

              EXPAND CLOSE
              Morgan Stanley World Indices 85-60 Memory Income Autocall USD Nov 2024
              ISIN: XS2893978507
              STRIKE DATE: 18/11/2024
              INDICATIVE PRICE: Not available
              STATUS: Matured
              FACTSHEET: CONTACT

              COUNTERPARTY Morgan Stanley
              TYPE Note
              CURRENCY USD
              CURRENT PRICE Not available

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              Eurostoxx 504,790.33006412.68
              Nikkei 22538,220.850069744.07
              Nasdaq 10020,539.190029329.21

              STRIKE DATE 18/11/2024
              RETURN & BARRIERS
              Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 4.71% Semi-Annual (9.42% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
              P.A. RETURN 9.42% p.a.
              ISIN XS2893978507
              NEXT POTENTIAL MATURITY DATE 18/11/2025

                EXPAND CLOSE
                BBVA 75-60 Memory Income Autocall USD Dec 2024
                ISIN: XS2892525093
                STRIKE DATE: 12/12/2024
                INDICATIVE PRICE: Not available
                STATUS: Matured
                FACTSHEET: DOWNLOAD

                COUNTERPARTY BBVA
                TYPE Note
                CURRENCY USD
                CURRENT PRICE Not available

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                Eurostoxx 504,965.53006412.68
                FTSE MIB34,857.370052818.85
                Nikkei 22539,849.140069744.07
                Russell 20002,361.08102996.11

                STRIKE DATE 12/12/2024
                RETURN & BARRIERS
                Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 4.00% Semi-Annual (8.00% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
                P.A. RETURN 8.00% p.a.
                ISIN XS2892525093
                NEXT POTENTIAL MATURITY DATE 12/12/2025

                EXPAND CLOSE
                Goldman Sachs Cap Protection Growth Participation Nov 2024 USD
                ISIN: XS2814503525
                STRIKE DATE: 15/11/2024
                INDICATIVE PRICE: 97.31%
                STATUS: Live
                FACTSHEET: CONTACT

                COUNTERPARTY Goldman Sachs
                TYPE Note
                CURRENCY GBP
                CURRENT PRICE 97.31% (as at 06/07/2026 10:07 UK Time)

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                Goldman Sachs Global Multi-Asset Allocator 6% Index150.5400150.54
                US CPI Urban Consumers NSA315.6640335.123

                STRIKE DATE 15/11/2024
                RETURN & BARRIERS
                Investment Structure: Participation Maximum Term: 5 years Participation Rate: USD = 100% participation Averaged Quarterly throughout term Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
                P.A. RETURN
                ISIN XS2814503525
                NEXT POTENTIAL MATURITY DATE 15/11/2029

                EXPAND CLOSE
                Santander Diversified 75-60 Memory Income Autocall Nov 2024 GBP (XS2922146696)
                ISIN: XS2922146696
                STRIKE DATE: 15/11/2024
                INDICATIVE PRICE: Not available
                STATUS: Matured
                FACTSHEET: CONTACT

                COUNTERPARTY Santander
                TYPE Note
                CURRENCY GBP
                CURRENT PRICE Not available

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                Eurostoxx 504,794.85006412.68
                SMI11,627.040014424.24
                Russell 20002,303.83502996.11
                Nikkei 22538,642.910069744.07

                STRIKE DATE 15/11/2024
                RETURN & BARRIERS
                Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 1.75% Quarterly (7.00% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
                P.A. RETURN 7.00% p.a.
                ISIN XS2922146696
                NEXT POTENTIAL MATURITY DATE 17/02/2026

                  EXPAND CLOSE
                  Santander Diversified 75-60 Memory Income Autocall Nov 2024 USD
                  ISIN: XS2922146423
                  STRIKE DATE: 15/11/2024
                  INDICATIVE PRICE: Not available
                  STATUS: Matured
                  FACTSHEET: CONTACT

                  COUNTERPARTY Santander
                  TYPE Note
                  CURRENCY USD
                  CURRENT PRICE Not available

                  UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                  Eurostoxx 504,794.85006412.68
                  SMI11,627.040014424.24
                  Russell 20002,303.83502996.11
                  Nikkei 22538,642.910069744.07

                  STRIKE DATE 15/11/2024
                  RETURN & BARRIERS
                  Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 1.85% Quarterly (7.40% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
                  P.A. RETURN 7.40% p,a.
                  ISIN XS2922146423
                  NEXT POTENTIAL MATURITY DATE 17/02/2026

                    EXPAND CLOSE
                    Soc Gen Banks Early Low Hurdle Autocall Nov 2024 USD
                    ISIN: XS2928180681
                    STRIKE DATE: 15/11/2024
                    INDICATIVE PRICE: Not available
                    STATUS: Matured
                    FACTSHEET: CONTACT

                    COUNTERPARTY Societe Generale
                    TYPE Note
                    CURRENCY USD
                    CURRENT PRICE Not available

                    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                    Banco Santander4.576512.418
                    Deutsche Bank AG16.060031.83
                    Commerzbank AG15.900037.72
                    UniCredit SpA40.770081.96

                    STRIKE DATE 15/11/2024
                    RETURN & BARRIERS
                    Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level with 75% Glider at month 12 Coupon Rate: USD: 5.31% Quarterly (21.24% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
                    P.A. RETURN 21.24% p.a.
                    ISIN XS2928180681
                    NEXT POTENTIAL MATURITY DATE 15/05/2025

                      EXPAND CLOSE
                      Société Générale US Tech early low hurdle autocall USD December 2024 – Factsheet upon request
                      ISIN: XS2928239917
                      STRIKE DATE: 16/12/2024
                      INDICATIVE PRICE: Not available
                      STATUS: Matured
                      FACTSHEET: CONTACT

                      COUNTERPARTY Société Générale
                      TYPE Note
                      CURRENCY USD
                      CURRENT PRICE Not available

                      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                      Amazon.com232.9300242.67
                      Microsoft451.5900390.49
                      Nvidia Corporation132.0000194.83
                      Tesla Inc463.0200393.45

                      STRIKE DATE 16/12/2024
                      RETURN & BARRIERS
                      Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level with 60% Glider at month 12 Coupon Rate: USD: 5.75% Quarterly (23.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
                      P.A. RETURN 23.00% p.a.
                      ISIN XS2928239917
                      NEXT POTENTIAL MATURITY DATE 16/12/2025

                      EXPAND CLOSE
                      Natixis 3 Year Fixed Income GBP December 2024
                      ISIN: XS2736691085
                      STRIKE DATE: 11/12/2024
                      INDICATIVE PRICE: 98.23%
                      STATUS: Live
                      FACTSHEET: DOWNLOAD

                      COUNTERPARTY Natixis
                      TYPE Note
                      CURRENCY GBP
                      CURRENT PRICE 98.23% (as at 06/07/2026 10:07 UK Time)

                      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                      Eurostoxx 504,959.35006412.68
                      Russell 20002,394.15902996.11
                      Nikkei 22539,372.230069744.07

                      STRIKE DATE 11/12/2024
                      RETURN & BARRIERS
                      Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.50% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
                      P.A. RETURN
                      ISIN XS2736691085
                      NEXT POTENTIAL MATURITY DATE 20/12/2027

                      EXPAND CLOSE
                      Santander 70-60 Memory Income Autocall Nov 2024 GBP
                      ISIN: XS2922141465
                      STRIKE DATE: 12/11/2024
                      INDICATIVE PRICE: Not available
                      STATUS: Matured
                      FACTSHEET: CONTACT

                      COUNTERPARTY Santander
                      TYPE Note
                      CURRENCY GBP
                      CURRENT PRICE Not available

                      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                      Eurostoxx 504,744.69006412.68
                      SMI11,712.090014424.24
                      Nikkei 22539,376.090069744.07
                      Russell 20002,391.84802996.11

                      STRIKE DATE 12/11/2024
                      RETURN & BARRIERS
                      Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 3.00% Semi-Annually (6.00% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
                      P.A. RETURN 6.00% p.a.
                      ISIN XS2922141465
                      NEXT POTENTIAL MATURITY DATE 12/11/2025

                        EXPAND CLOSE